Have you installed BT as an operating system, or as a live CD (on the USB stick). If it was set up as a Live CD, I don't believe it will keep the settings. If it was installed on the USB stick as an install, it should hold any changes you make as it would on a Hard Drive. Also, if you installed it on a USB stick as an install, and then plug it into a different computer with different hardware, you might have problems, especially with wifi.
What wifi chipset do you have? What are the results of ifconfig, iwconfig, iwlist, and lspci.